Citi Call 110 GXI 16.09.2021/  DE000KB82HF4  /

Frankfurt Zert./CITI
3/2/2021  3:56:32 PM Chg.+0.010 Bid4:04:11 PM Ask4:04:11 PM Underlying Strike price Expiration date Option type
0.090EUR +12.50% 0.080
Bid Size: 25,000
0.100
Ask Size: 25,000
GERRESHEIMER AG 110.00 EUR 9/16/2021 Call

Master data

WKN: KB82HF
Issuer: Citi
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 110.00 EUR
Maturity: 9/16/2021
Issue date: 10/19/2020
Last trading day: 9/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 73.04
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.33
Parity: -2.24
Time value: 0.12
Break-even: 111.20
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.55
Spread abs.: 0.04
Spread %: 33.33%
Delta: 0.10
Theta: 0.00
Omega: 6.94
Rho: 0.04
 

Quote data

Open: 0.090
High: 0.090
Low: 0.074
Previous Close: 0.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month
  -18.18%
3 Months
  -66.67%
YTD
  -30.77%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.080 0.054
1M High / 1M Low: 0.220 0.054
6M High / 6M Low: - -
High (YTD): 2/12/2021 0.220
Low (YTD): 2/25/2021 0.054
52W High: - -
52W Low: - -
Avg. price 1W:   0.067
Avg. volume 1W:   0.000
Avg. price 1M:   0.143
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   277.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -